WM Options History — June 2021 In June 2021, WM traded between $137.72 and $140.87. ATM implied volatility averaged 14.8%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 3.1% (HV 20d: 11.7%). Max pain ranged from $130.00 to $145.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2021-06-02 : Highest Volume — 12,381 contracts2021-06-21 : Largest IV drop — 9.4% change2021-06-18 : Highest IV Rank — 10.1%2021-06-04 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $139.70 $137.72 $140.87 $140.07 $140.19 Max Pain $134.32 $130.00 $145.00 $145.00 $135.00 ATM IV 14.8% 14.0% 16.0% 15.1% 14.5% Expected Move 4.3% 4.0% 4.8% 4.3% 4.2% HV 20d 11.7% 8.4% 17.1% 16.9% 8.9% HV 60d 14.1% 12.7% 16.6% 16.6% 12.7% IV Rank 4.5% 0.3% 10.1% 5.9% 2.9% IV Percentile 2.9% 0.8% 10.3% 1.6% 3.2% Term Structure 2.5% 1.4% 3.5% 1.4% 3.4% VWIV 15.7% 14.4% 18.7% 15.8% 14.7% Skew 25d 2.6% 1.8% 3.7% 2.0% 1.9% Skew 10d 5.9% 3.2% 7.8% 4.2% 4.8% Call IV 25d 14.6% 13.5% 16.2% 14.9% 15.1% Put IV 25d 17.2% 15.6% 18.8% 16.9% 17.0% Bid-Ask Spread % 69.24 27.16 86.65 77.71 61.61 Gamma HHI 0.16 0.13 0.18 0.14 0.18 Net GEX 6.9M 5.7M 8.2M 6.3M 8.2M Net DEX -142.8M -194.0M -109.5M -183.4M -160.1M Net VEX -986.4K -1.0M -902.3K -1.0M -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.04 2.34 0.89 0.33 Total Volume 1,911.409 536 12,381 948 1,745 Total OI 50,726.636 47,354 52,624 51,306 52,295
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-06-01 $140.07 $145.00 15.1% 4.3% 16.9% 5.9% 15.8% 2.0% 1.4% 6.3M -183.4M -1.0M 0.89 77.71 N/A N/A 502 446 31,574 19,732 2021-06-02 $140.87 $145.00 14.8% 4.3% 17.0% 4.5% 14.7% 2.0% 1.8% 6.4M -194.0M -1.0M 0.04 83.86 N/A N/A 11,952 429 31,699 20,067 2021-06-03 $140.56 $130.00 15.4% 4.7% 16.9% 7.1% 16.6% 3.5% 2.1% 5.7M -139.6M -1.0M 0.32 80.23 N/A N/A 956 309 28,619 20,355 2021-06-04 $140.83 $130.00 14.7% 4.8% 16.9% 4.0% 17.1% 3.7% 1.8% 6.3M -149.2M -994.1K 0.13 83.35 N/A N/A 476 60 29,101 20,594 2021-06-07 $139.68 $130.00 15.6% 4.6% 17.1% 8.0% 16.7% 2.6% 2.7% 6.2M -130.5M -1.0M 0.24 71.67 N/A N/A 996 237 29,294 20,616 2021-06-08 $139.44 $130.00 14.8% 4.4% 15.9% 4.6% 15.3% 2.8% 2.4% 6.5M -131.8M -987.2K 0.36 73.54 N/A N/A 1,200 437 29,619 20,730 2021-06-09 $139.77 $130.00 15.2% 4.4% 14.3% 6.5% 14.8% 3.0% 2.4% 6.6M -132.5M -1.0M 0.21 72.49 N/A N/A 717 151 29,661 20,963 2021-06-10 $139.75 $130.00 14.8% 4.2% 13.0% 4.4% 14.8% 2.8% 2.8% 6.7M -133.9M -1.0M 0.58 79.75 N/A N/A 433 249 29,622 21,053 2021-06-11 $139.40 $130.00 14.1% 4.1% 9.9% 1.2% 14.4% 2.1% 3.2% 6.5M -125.3M -998.1K 0.83 66.19 N/A N/A 413 343 29,736 21,232 2021-06-14 $140.03 $135.00 14.8% 4.2% 9.9% 4.4% 14.6% 2.6% 2.4% 6.7M -136.5M -948.5K 0.26 86.24 N/A N/A 920 235 29,781 21,477 2021-06-15 $140.78 $135.00 15.3% 4.4% 10.0% 6.8% 14.7% 2.5% 2.3% 7.1M -145.9M -968.6K 0.18 79.59 N/A N/A 1,313 242 30,113 21,575 2021-06-16 $139.85 $135.00 15.1% 4.3% 10.2% 5.9% 14.8% 2.3% 2.1% 7.5M -135.8M -967.8K 0.47 83.84 N/A N/A 898 419 30,674 21,686 2021-06-17 $139.58 $135.00 15.1% 4.3% 8.5% 5.6% 16.0% 3.1% 1.8% 7.8M -128.8M -948.3K 0.90 86.65 N/A N/A 832 749 30,773 21,828 2021-06-18 $137.72 $135.00 16.0% 4.6% 8.4% 10.1% 16.6% 2.6% 1.6% 6.3M -109.5M -958.3K 1.24 84.43 N/A N/A 841 1,040 30,898 21,726 2021-06-21 $139.14 $135.00 14.5% 4.2% 9.3% 2.8% 16.7% 3.1% 2.6% 6.9M -141.8M -955.0K 1.28 27.16 N/A N/A 972 1,246 27,589 19,765 2021-06-22 $139.88 $135.00 14.5% 4.1% 9.4% 2.8% 15.7% 2.7% 2.6% 7.3M -154.6M -920.7K 2.34 29.97 N/A N/A 193 452 28,140 20,257 2021-06-23 $139.10 $135.00 14.2% 4.1% 9.5% 1.7% 14.5% 2.5% 2.5% 6.9M -136.8M -902.3K 0.59 28.97 N/A N/A 1,771 1,045 28,225 20,561 2021-06-24 $138.60 $135.00 14.5% 4.2% 9.2% 2.9% 17.8% 1.8% 2.7% 6.8M -134.0M -1.0M 0.29 61.60 N/A N/A 1,394 408 28,771 21,091 2021-06-25 $139.25 $135.00 14.5% 4.2% 9.2% 3.0% 15.4% 2.2% 3.2% 7.3M -146.7M -998.3K 0.24 80.12 N/A N/A 885 214 29,896 21,353 2021-06-28 $139.16 $135.00 14.5% 4.2% 9.1% 2.9% 18.7% 2.2% 3.0% 7.8M -143.4M -970.6K 1.83 44.16 N/A N/A 341 625 30,201 21,418 2021-06-29 $139.67 $135.00 14.0% 4.0% 9.0% 0.3% 15.6% 2.6% 3.5% 8.1M -148.4M -992.0K 0.59 80.14 N/A N/A 1,869 1,096 30,264 21,362 2021-06-30 $140.19 $135.00 14.5% 4.2% 8.9% 2.9% 14.7% 1.9% 3.4% 8.2M -160.1M -1.0M 0.33 61.61 N/A N/A 1,308 437 30,626 21,669
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